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Author Pogorui, Anatoliy.
Title Random Motions in Markov and Semi-Markov Random Environments. 2, High-dimensional random motions and financial applications [electronic resource] / Anatoliy Pogorui, Anatoliy Swishchuk, Ramon M. Rodriguez-Dagnino
Imprint London : ISTE Ltd. ; Hoboken, NJ : Wiley, 2021.

LOCATION CALL # STATUS MESSAGE
 OHIOLINK WILEY EBOOKS    ONLINE  
View online
Author Pogorui, Anatoliy.
Series Mathematics and statistics
Mathematics and statistics series (ISTE)
Subject Markov processes.
Alt Name Svishchuk, A. V. (Anatolii Vitalevich)
Rodriguez-Dagnino, Ramon M.
Add Title High-dimensional random motions and financial applications
LOCATION CALL # STATUS MESSAGE
 OHIOLINK WILEY EBOOKS    ONLINE  
View online
Author Pogorui, Anatoliy.
Series Mathematics and statistics
Mathematics and statistics series (ISTE)
Subject Markov processes.
Alt Name Svishchuk, A. V. (Anatolii Vitalevich)
Rodriguez-Dagnino, Ramon M.
Add Title High-dimensional random motions and financial applications
Description 1 online resource
Contents Higher-dimensional Random Motions and Interactive Particles. Random Motions in Higher Dimensions -- System of Interactive Particles with Markov and Semi-Markov Switching -- Financial Applications. Asymptotic Estimation for Application of the Telegraph Process as an Alternative to the Diffusion Process in the Black-Scholes Formula -- Variance, Volatility, Covariance and Correlation Swaps for Financial Markets with Markov-modulated Volatilities -- Modeling and Pricing of Variance, Volatility, Covariance and Correlation Swaps for Financial Markets with Semi-Markov Volatilities.
Bibliography Note Includes bibliographical references and index.
Note Online resource; title from PDF title page (John Wiley, viewed January 25, 2021).
ISBN 9781119808152 (electronic bk. : oBook)
1119808154 (electronic bk. : oBook)
9781119808169 (electronic bk.)
1119808162 (electronic bk.)
1786307065
9781786307064
OCLC # 1230389528
Additional Format Print version: 1786307065 9781786307064 (OCoLC)1225189866


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